-6.3%
NVTS vs MOS
-28.5%
+22.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.6% |
| 7D | +9.7% | +7.1% | +2.6% | +6.8% |
| 30D | -13.6% | +15.0% | -28.7% | -18.6% |
| 3M | -51.0% | +24.1% | -75.1% | -55.3% |
| 6M | +46.3% | +2.7% | +43.6% | +42.9% |
| YTD | +68.1% | +12.2% | +55.9% | +57.4% |
| 1Y | +113.9% | -16.3% | +130.2% | +122.1% |
| 3Y | +45.3% | -23.3% | +68.6% | +49.6% |
| All | -6.3% | -28.5% | +22.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling